-29.4%
FMS price history and return analytics
+221.8%
-251.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -5.9% | +2.4% | -8.2% | -7.4% |
| 30D | +2.3% | -1.5% | +3.8% | +3.1% |
| 3M | -6.8% | -4.1% | -2.7% | -4.4% |
| 6M | +7.1% | +0.6% | +6.6% | +5.9% |
| YTD | -3.8% | +11.0% | -14.8% | -11.7% |
| 1Y | -3.3% | +13.3% | -16.6% | -12.6% |
| 3Y | +36.8% | +73.4% | -36.6% | -10.0% |
| 5Y | -23.0% | +57.4% | -80.4% | -46.0% |
| All | -29.4% | +221.8% | -251.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling